A switching power supply already is inherently a filter. Current is coming thru an inductor, followed by a capacitor to ground.
If you are asking what additional is usually done to filter out changes in the output voltage (not common mode, that's a totally different issue), then the typical answer is "nothing".
It is expected that switching power supplies will have noise on the output at the switching frequency. Any decent power supply will have a spec that says what the worst case noise is. If you can't live with that level of noise, you get a different power supply.
Two ways that the switching noise can be reduced is by increasing the switching frequency and increasing the output capacitance. However, neither of these is an after-the-fact filter like you seem to be asking about. Both these are integral parts of the overall design.
When quietness of the output really matters, but you still want most of the efficiency of a switcher, then a linear post-regulator can be a solution. The switcher output is controlled to a little more than the final desired output, then a linear regulator is used to make final less noisy output. Note that this decreases overall efficiency due to the linear regulator, and it adds complexity. This is therefore only done when you really can't tolerate even a few 10s of mV of ripple. Most of the time you can, which is why this method is far less common than "bare" switchers.
So, your answer is nothing, or at most a linear post-regulator. I thought there is more than that
Maybe in some cases, but usually the switching frequency, inductance, output capacitance, and control scheme are chosen together to get the output noise down to what it needs to be. For example, all else equal, a larger output capacitance results in lower switching ripple. However, this also has effect on stability, and the controller needs to be tweaked for optimum performance.
Put another way, all the filtering you want has already been designed in. If you want more filtering, then choose a different design.
What can be done to reduce the common mode noise?
Argh! This is why it's important to include relevant information up front. As I stated above, common mode noise is a totally different issue than what I answered for. I suppose some of this is my own fault for answering a half-baked question instead of just closing it.
Common mode noise is mostly about capacitive coupling between the input and output, at least for an isolated supply. But, I've already spent enough effort on this question. I don't feel like getting into this whole different subject now, with the distinct possibility of getting jerked around again.